MultiCNVDetect (version 0.1-1)

delta_k: Calculate delta used in armijo rule.

Description

We choose alpha by armijo rule.It satisfies F(x+alpha*d)

Usage

delta_k(Y, X, D, lambda1, lambda2)

Arguments

Y

A n*m matrix.

X

A n*m matrix,should be the same size of Y.

D

A n*m matrix,the direction in each step,can be calculated by function calculate_direction.

lambda1

A real number larger than 0,the first penalty used in the model,controls the overall copy number alteration amount of the target chromosome.

lambda2

A real number larger than 0,the second penalty used in the model,controls the frequency of the alterations in the target region.

References

Paul Tseng and Sangwoon Yun(2009).A Coordinate Gradient Descent Method for Nonsmooth Separable Minimization. Math,117,387-423.